Morgan Stanley Call 4500 GIVN 19..../  DE000MG855F5  /

Stuttgart
2024-12-23  4:28:36 PM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.131EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,500.00 CHF 2025-12-19 Call
 

Master data

WKN: MG855F
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,500.00 CHF
Maturity: 2025-12-19
Issue date: 2024-07-26
Last trading day: 2025-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 31.49
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.59
Time value: 0.13
Break-even: 4,946.29
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 2.29%
Delta: 0.31
Theta: -0.45
Omega: 9.69
Rho: 11.49
 

Quote data

Open: 0.135
High: 0.137
Low: 0.131
Previous Close: 0.131
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.08%
1 Month
  -10.88%
3 Months
  -71.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.166 0.131
1M High / 1M Low: 0.166 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -